The first Ceyx was the son of Eosphorus or Phosphorus, the morning star, who later became the king of Thessaly. His wife was Alcyone, and the two of them often called each other "Zeus" and "Hera". This angered the god of gods, and to punish Ceyx, he hurled a thunderbolt at the ship that Ceyx was on, killing him. Ceyx then appeared in ghost form in front of his wife and told her what had happened to him; she was overtaken by grief and committed suicide by falling into the sea. The gods felt sorry for them and transformed both of them into halcyon birds. The legend has it that the halcyon birds build nests when the sea is calm, exactly because Ceyx and Alcyone were drowned at sea.

The other Ceyx was the king of Trachis, Thessaly, and nephew of Amphitryon. He helped his stepson, Heracles, and protected him from King Eurystheus, while his son Hippasus helped the demigod in his war against King Eurytus.